+19.8%
DDOG vs XME
+5.2%
+14.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.0% | -13.4% | -14.2% |
| 7D | -32.2% | -5.5% | -26.8% | -31.5% |
| 30D | -31.7% | -11.1% | -20.6% | -30.5% |
| 3M | -34.5% | -11.1% | -23.4% | -33.2% |
| 6M | +28.7% | -18.0% | +46.6% | +31.9% |
| YTD | +38.8% | -7.4% | +46.1% | +32.0% |
| 1Y | +19.8% | +6.7% | +13.1% | +4.0% |
| All | +19.8% | +5.2% | +14.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling